-17.2%
F vs EFX
-30.1%
+12.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -3.1% | -0.8% | -2.3% | -2.8% |
| 30D | 0.0% | +25.1% | -25.1% | -8.7% |
| 3M | -13.2% | +1.7% | -14.9% | -14.4% |
| 6M | -10.2% | +18.4% | -28.6% | -17.8% |
| YTD | -4.9% | -12.5% | +7.6% | -2.2% |
| 1Y | -6.1% | -8.1% | +2.0% | -5.8% |
| 3Y | +46.0% | +4.8% | +41.2% | +26.4% |
| All | -17.2% | -30.1% | +12.9% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EFX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling